+40.7%
CVNA vs UPST
-0.4%
+41.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -0.2% |
| 7D | -1.0% | -8.1% | +7.1% | +2.2% |
| 30D | -1.0% | -14.3% | +13.3% | +4.7% |
| 3M | +5.5% | -16.6% | +22.1% | +12.9% |
| 6M | +11.8% | -7.3% | +19.1% | +13.3% |
| YTD | -13.0% | -40.8% | +27.8% | +3.6% |
| 1Y | -2.1% | -62.4% | +60.3% | +37.1% |
| 3Y | +681.6% | -15.3% | +696.9% | +526.1% |
| 5Y | +11.6% | -91.1% | +102.7% | +8.1% |
| All | +40.7% | -0.4% | +41.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling